This book addresses both probabilists working on diffusion processes and analysts interested in linear parabolic partial differential equations with singular coefficients. The central question discussed is whether a given diffusion operator, i.e., a second order linear differential operator without zeroth order term, which is a priori defined on test functions over some (finite or infinite dimensional) state space only, uniquely determines a strongly continuous semigroup on a corresponding weighted Lp space. Particular emphasis is placed on phenomena causing non-uniqueness, as well as on the relation between different notions of uniqueness appearing in analytic and probabilistic contexts.
Produkteigenschaften
- Artikelnummer: 9783540666288
- Medium: Buch
- ISBN: 978-3-540-66628-8
- Verlag: Springer
- Erscheinungstermin: 17.11.1999
- Sprache(n): Englisch
- Auflage: 1. Auflage 1999
- Serie: Lecture Notes in Mathematics
- Produktform: Kartoniert
- Gewicht: 860 g
- Seiten: 268
- Format (B x H): 155 x 235 mm
- Ausgabetyp: Kein, Unbekannt